Time Series Forecasting with Neural Networks

Automatic time series modelling with neural networks. Allows fully automatic, semi-manual or fully manual specification of networks. For details of the specification methodology see: (i) Crone and Kourentzes (2010) ; and (ii) Kourentzes et al. (2014) .

Time series modelling with neural networks for R: nnfor package

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Development repository for the nnfor package for R. Stable version can be found at: https://cran.r-project.org/web/packages/nnfor/index.html

To install use:


Happy forecasting!


CHANGES IN NNFOR VERSION 0.9.2 (11 Dec 2017)

  • Documentation fixes.

CHANGES IN NNFOR VERSION 0.9.2 (30 Nov 2017)

  • Added option to use previously specified mlp and elm (see arguments model and retrain).

CHANGES IN NNFOR VERSION 0.9.1 (29 Oct 2017)

  • Fix on univariate keep vector when no univariate lags are selected (lags=0).

Reference manual

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0.9.6 by Nikolaos Kourentzes, a month ago


Report a bug at https://github.com/trnnick/nnfor/issues

Browse source code at https://github.com/cran/nnfor

Authors: Nikolaos Kourentzes [aut, cre]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL-3 license

Imports glmnet, neuralnet, plotrix, MASS, tsutils, uroot

Depends on forecast

Suggests thief

See at CRAN